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£70 today · usual range £62–£70 · best ever £62

Wiley Measuring ESG Effects in Systematic Investing (The Wiley Finance Series)

Amazon

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£69.66 £60.78 £62.72 £64.66 £66.59 £68.53 £70.47 01 September 2026 11 September 2026 22 September 2026 02 October 2026 13 October 2026
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Description

A unique perspective on the implications of incorporating ESG considerations in systematic investing In Measuring ESG in Systematic Investing, a team of authors from Barclays’ top-ranked Quantitative Portfolio Strategy group (ranked #1 by Institutional Investor in its 2022 Global Fixed Income Research Survey in both the US and Europe) delivers an insightful and practical discussion of how to reflect ESG considerations in systematic investing. The authors offer a cross-asset class perspective―incorporating both credit and equity markets in the United States, Europe, and China―a unique coverage scope amongst books on this subject. They discuss the interaction between ESG ratings and various other security characteristics, suggest a methodology for isolating the ESG-specific risk premia, analyse the impact of an ESG tilt on systematic strategies and risk factors, and identify several ESG-based signals that are predictive of future performance. You’ll also discover: Analysis of companies in the process of improving their ESG ranking (“ESG improvers”) vs. firms with best-in-class ESG ratings A study using natural language processing (NLP) to predict changes in corporate ESG rankings from company job postings for sustainability-related positions In-depth explorations of ESG equity fund performance and flows and the information content of ESG ratings dispersion across several providers Perfect for portfolio managers including non-quantitative, fundamental investors, risk managers, and research analysts at financial institutions such as asset managers, pension funds, banks, sovereign wealth funds, hedge funds, and insurance companies, Measuring ESG in Systematic Investing is also a must-read resource for academics with a research interest in the performance and risk implications of ESG investing.

Product Specifications

Brand
Wiley
Format
hardcover
Domain
Amazon UK
Release Date
11 April 2024
Listed Since
07 December 2023

Barcode

No barcode data available

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